Portfolio Selection Using Multi-Objective Optimisation by Saurabh Agarwal
This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective optimization. Next to outlining techniques for undertaking individual investor’s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization. This book will be of interest to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.
Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor's Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.
| SKU | Unavailable |
| ISBN 13 | 9783319853895 |
| ISBN 10 | 3319853899 |
| Title | Portfolio Selection Using Multi-Objective Optimisation |
| Author | Saurabh Agarwal |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer International Publishing AG |
| Year published | 2018-08-10 |
| Number of pages | 230 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |